Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates

Kwassi Joseph Dzahini, Michael Kokkolaras, Sébastien Le Digabel. Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates. Math. Program., 198(1):675-732, March 2023. [doi]

@article{DzahiniKD23,
  title = {Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates},
  author = {Kwassi Joseph Dzahini and Michael Kokkolaras and Sébastien Le Digabel},
  year = {2023},
  month = {March},
  doi = {10.1007/s10107-022-01787-7},
  url = {https://doi.org/10.1007/s10107-022-01787-7},
  researchr = {https://researchr.org/publication/DzahiniKD23},
  cites = {0},
  citedby = {0},
  journal = {Math. Program.},
  volume = {198},
  number = {1},
  pages = {675-732},
}